+1,156.2%
ABBV vs ED
+218.3%
+937.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | +14.8% | +3.9% | +10.9% | +13.6% |
| 6M | +10.3% | -3.0% | +13.3% | +11.2% |
| YTD | +14.9% | +10.7% | +4.2% | +11.5% |
| 1Y | +24.1% | +13.3% | +10.8% | +19.5% |
| 3Y | +91.9% | +34.5% | +57.4% | +75.0% |
| 5Y | +176.0% | +67.1% | +108.9% | +136.1% |
| 10Y | +502.9% | +103.0% | +399.9% | +380.1% |
| All | +1,156.2% | +218.3% | +937.9% | +738.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling